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恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/08/20 23.800% 25422.06 17.250% 17.148% +6.652% 17.148% +6.652%
31/08/20 24.370% 25177.05 17.698% 17.258% +7.112% 21.368% +3.002%
01/09/20 23.690% 25184.85 15.857% 17.014% +6.676% 20.926% +2.764%
02/09/20 23.130% 25120.09 15.605% 16.728% +6.402% 20.438% +2.692%
03/09/20 22.920% 25007.60 15.615% 16.405% +6.515% 19.909% +3.011%
04/09/20 25.070% 24695.45 15.520% 16.059% +9.011% 19.357% +5.713%
07/09/20 25.300% 24589.65 15.561% 15.632% +9.668% 18.456% +6.844%
08/09/20 24.300% 24624.34 13.406% 15.141% +9.159% 17.753% +6.547%
09/09/20 23.990% 24468.93 12.454% 14.511% +9.479% 16.895% +7.095%
10/09/20 22.740% 24313.54 12.555% 13.899% +8.841% 16.068% +6.672%
11/09/20 21.430% 24503.31 12.958% 13.387% +8.043% 15.366% +6.064%
14/09/20 20.190% 24640.28 13.027% 12.880% +7.310% 14.467% +5.723%
15/09/20 19.460% 24732.76 13.139% 12.826% +6.634% 14.301% +5.159%
16/09/20 19.600% 24725.63 12.812% 12.898% +6.702% 14.275% +5.325%
17/09/20 21.240% 24340.85 12.842% 12.956% +8.284% 14.233% +7.007%
18/09/20 20.420% 24455.41 12.272% 12.818% +7.602% 13.976% +6.444%
21/09/20 22.860% 23950.69 12.656% 12.744% +10.116% 13.581% +9.279%
22/09/20 23.750% 23716.85 12.772% 12.671% +11.079% 13.399% +10.351%
23/09/20 22.640% 23742.51 12.876% 12.683% +9.957% 13.308% +9.332%
24/09/20 23.290% 23311.07 13.443% 12.804% +10.486% 13.330% +9.960%
25/09/20 23.490% 23235.42 13.377% 13.025% +10.465% 13.453% +10.037%
28/09/20 23.530% 23476.05 13.696% 13.233% +10.297% 13.342% +10.188%
29/09/20 23.590% 23275.53 13.798% 13.438% +10.152% 13.438% +10.152%
30/09/20 22.260% 23459.05 14.353% 13.734% +8.526% 17.005% +5.255%
05/10/20 22.800% 23767.78 15.327% 14.110% +8.690% 16.892% +5.908%
06/10/20 21.490% 23980.65 15.078% 14.450% +7.040% 17.180% +4.310%
07/10/20 21.230% 24242.86 15.552% 14.822% +6.408% 17.500% +3.730%
08/10/20 21.200% 24193.35 15.542% 15.171% +6.029% 17.787% +3.413%
09/10/20 20.570% 24119.13 15.470% 15.394% +5.176% 17.923% +2.647%
12/10/20 20.930% 24649.68 17.158% 15.760% +5.170% 17.961% +2.969%
14/10/20 20.770% 24667.09 16.839% 16.112% +4.658% 18.097% +2.673%
15/10/20 21.430% 24158.54 18.121% 16.626% +4.804% 18.538% +2.892%
16/10/20 21.210% 24386.79 18.395% 17.196% +4.014% 19.033% +2.177%
19/10/20 21.770% 24542.26 18.553% 17.813% +3.957% 19.276% +2.494%
20/10/20 21.540% 24569.54 17.774% 17.936% +3.604% 19.262% +2.278%
21/10/20 21.520% 24754.42 17.815% 18.132% +3.388% 19.323% +2.197%
22/10/20 21.860% 24786.13 16.644% 17.836% +4.024% 18.862% +2.998%
23/10/20 22.050% 24918.78 16.525% 17.462% +4.588% 18.323% +3.727%
27/10/20 23.260% 24787.19 16.658% 17.083% +6.177% 17.364% +5.896%
28/10/20 23.800% 24708.80 15.993% 16.727% +7.073% 16.864% +6.936%
29/10/20 24.970% 24586.60 16.231% 16.410% +8.560% 16.410% +8.560%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/08/20 24.950% 10182.83 14.804% 14.798% +10.152% 14.798% +10.152%
31/08/20 25.820% 9991.48 16.248% 15.091% +10.729% 18.685% +7.135%
01/09/20 25.380% 10013.32 14.814% 15.100% +10.280% 18.573% +6.807%
02/09/20 24.200% 10000.96 14.565% 15.061% +9.139% 18.400% +5.800%
03/09/20 23.620% 9940.13 14.639% 15.014% +8.606% 18.221% +5.399%
04/09/20 25.740% 9883.98 14.155% 14.884% +10.856% 17.941% +7.799%
07/09/20 26.070% 9764.82 14.613% 14.557% +11.513% 17.188% +8.882%
08/09/20 24.670% 9830.39 13.536% 14.302% +10.368% 16.768% +7.902%
09/09/20 24.670% 9728.52 13.607% 14.110% +10.560% 16.428% +8.242%
10/09/20 23.110% 9683.75 13.598% 13.902% +9.208% 16.071% +7.039%
11/09/20 21.890% 9752.50 14.020% 13.875% +8.015% 15.926% +5.964%
14/09/20 20.910% 9806.64 13.771% 13.706% +7.204% 15.395% +5.515%
15/09/20 20.240% 9829.07 13.828% 13.765% +6.475% 15.348% +4.892%
16/09/20 20.170% 9845.79 13.310% 13.705% +6.465% 15.169% +5.001%
17/09/20 21.580% 9732.15 12.699% 13.526% +8.054% 14.859% +6.721%
18/09/20 20.740% 9803.10 13.016% 13.325% +7.415% 14.529% +6.211%
21/09/20 23.140% 9640.42 13.290% 13.229% +9.911% 14.098% +9.042%
22/09/20 24.140% 9576.81 13.204% 13.104% +11.036% 13.857% +10.283%
23/09/20 23.290% 9558.78 13.221% 13.086% +10.204% 13.731% +9.559%
24/09/20 24.520% 9371.19 13.893% 13.325% +11.195% 13.872% +10.648%
25/09/20 24.790% 9302.59 13.899% 13.502% +11.288% 13.945% +10.845%
28/09/20 25.040% 9383.40 12.864% 13.416% +11.624% 13.527% +11.513%
29/09/20 24.750% 9281.52 13.070% 13.389% +11.361% 13.389% +11.361%
30/09/20 23.300% 9397.37 14.217% 13.589% +9.711% 16.825% +6.475%
05/10/20 23.930% 9447.99 14.396% 13.689% +10.241% 16.388% +7.542%
06/10/20 22.470% 9537.49 14.854% 13.880% +8.590% 16.503% +5.967%
07/10/20 22.100% 9629.29 14.788% 14.265% +7.835% 16.843% +5.257%
08/10/20 21.940% 9624.48 14.483% 14.548% +7.392% 17.057% +4.883%
09/10/20 21.340% 9617.85 14.195% 14.543% +6.797% 16.933% +4.407%
12/10/20 22.330% 9878.74 16.953% 15.055% +7.275% 17.157% +5.173%
14/10/20 22.440% 9920.77 16.637% 15.411% +7.029% 17.310% +5.130%
15/10/20 23.040% 9762.28 17.332% 15.920% +7.120% 17.751% +5.289%
16/10/20 23.090% 9914.90 18.066% 16.637% +6.453% 18.413% +4.677%
19/10/20 23.790% 9978.16 18.125% 17.423% +6.367% 18.854% +4.936%
20/10/20 23.670% 9988.33 17.800% 17.592% +6.078% 18.892% +4.778%
21/10/20 23.710% 10077.78 17.690% 17.803% +5.907% 18.972% +4.738%
22/10/20 24.080% 10085.18 17.043% 17.745% +6.335% 18.765% +5.315%
23/10/20 24.320% 10125.59 17.014% 17.534% +6.786% 18.398% +5.922%
27/10/20 26.090% 10003.10 17.780% 17.465% +8.625% 17.752% +8.338%
28/10/20 26.780% 9963.36 17.060% 17.317% +9.463% 17.460% +9.320%
29/10/20 27.650% 9955.46 17.097% 17.199% +10.451% 17.199% +10.451%